+126.0%
IONQ vs UDR
+6.2%
+119.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | -2.0% | +2.8% | +2.0% |
| 30D | -1.0% | -5.2% | +4.2% | +1.9% |
| 3M | -39.8% | -5.8% | -34.0% | -38.8% |
| 6M | +6.4% | -1.7% | +8.1% | +4.6% |
| YTD | -11.9% | +2.4% | -14.3% | -15.8% |
| 1Y | -6.2% | -2.1% | -4.0% | -7.5% |
| All | +126.0% | +6.2% | +119.7% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling